+321.8%
MARA vs ALC
+17.1%
+304.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -1.6% |
| 7D | -1.5% | -7.7% | +6.2% | +5.9% |
| 30D | +18.1% | -11.7% | +29.8% | +31.5% |
| 3M | -9.4% | +0.7% | -10.1% | -12.6% |
| 6M | +33.4% | -17.1% | +50.5% | +51.2% |
| YTD | +27.3% | -15.1% | +42.4% | +40.6% |
| 1Y | -27.9% | -14.1% | -13.8% | -22.4% |
| 3Y | +4.8% | -18.2% | +22.9% | +11.6% |
| 5Y | -68.0% | -19.2% | -48.9% | -63.8% |
| All | +321.8% | +17.1% | +304.7% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling